ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by DV01) being conducted in cleared over-the-counter (OTC) and exchange-traded interest rate derivatives (IRD) that reference the identified risk-free rates (RFRs) in six major currencies.
Click on the PDFs below to read the June report and a whitepaper on the methodology.
Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020
Latest
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Letter on EU Legislative Reform
On July 1, ISDA and 11 other trade associations published a statement on enhancing the EU legislative and supervisory framework to support market competitiveness. The statement highlights a significant opportunity to strengthen the EU’s regulatory and supervisory framework through the...
Response to CPMI-IOSCO Margin Proposals
On June 29, ISDA submitted a response to a consultation from the Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) on updated guidance and public quantitative disclosures to implement the 2025 margin proposals....
US Treasury Repo Clearing Indicators May 2026
The ISDA-Actrix US Treasury Repo Market Clearing Indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities...